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Trade: YFI/USDT/240/HL2/HWMA/7823

Strategy
YFI/USDT/240/HL2/HWMA/7823
Pair
YFI_USDT
Interval
4h
Score
380657
Daily Profit
0.181693
Profit Factor
1.319862
Profitability
48.604651
Streak
17.546621
Best Strategy
Training Data Length
1884.170000
Evaluation Time
2025-10-07 20:07
Expiration Time
2025-12-03 02:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 305942.2139 342341.0609 -36398.847 -74141.9977 398987.2763 -473129.274
Total P&L (%) 305.9422 342.3411 -36.3988 -74.142 398.9873 -473.1293
Avg Daily Profit (%) 0.1624 0.1817 -0.0193 -0.0718 0.0853 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -248855 -121229 -243478 -804080 -196513 -889926
Profit Factor 1.1265 1.3199 0.973 0.9728 1.4103 0.7297
Total Trades 860 430 430 860 430 430
Winning Trades 436 209 227 436 209 227
Losing Trades 424 221 203 424 221 203
Profitability (%) 50.6977 48.6047 52.7907 50.6977 48.6047 52.7907
Ratio Avg Win / Avg Loss 1.0955 1.3956 0.8701 0.946 1.4913 0.6525
Largest Winning Trade 83702 83702 34666 178330 178330 91978
Largest Losing Trade -62118 -36230 -62118 -503200 -141645 -503200
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 11287 5647 5640 11287 5647 5640
Profit Streak 6.38 17.5466 6.38 6.38 17.5466 6.38
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -67620 380657 -577754 -574335 -75346 -577754
Evaluation Data
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11305,
    "evaluation_days": 1884.17,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597060800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759856828094,
    "expiration_time": 1764722160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.17767,
            "nc": 0.40469
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            305942.2139058721,
            342341.0609076533,
            -36398.8470017821,
            -74141.9976901387,
            398987.2763261418,
            -473129.2740162805
        ],
        [
            305.942214,
            342.341061,
            -36.398847,
            -74.141998,
            398.987276,
            -473.129274
        ],
        [
            0.162375,
            0.181693,
            -0.019318,
            -0.071759,
            0.085348,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -248855,
            -121229,
            -243478,
            -804080,
            -196513,
            -889926
        ],
        [
            1.126514,
            1.319862,
            0.972997,
            0.972768,
            1.410316,
            0.729673
        ],
        [
            860,
            430,
            430,
            860,
            430,
            430
        ],
        [
            436,
            209,
            227,
            436,
            209,
            227
        ],
        [
            424,
            221,
            203,
            424,
            221,
            203
        ],
        [
            50.697674,
            48.604651,
            52.790698,
            50.697674,
            48.604651,
            52.790698
        ],
        [
            1.095509,
            1.395644,
            0.870125,
            0.945995,
            1.491291,
            0.652527
        ],
        [
            83702,
            83702,
            34666,
            178330,
            178330,
            91978
        ],
        [
            -62118,
            -36230,
            -62118,
            -503200,
            -141645,
            -503200
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            11287,
            5647,
            5640,
            11287,
            5647,
            5640
        ],
        [
            6.379954,
            17.546621,
            6.379955,
            6.379955,
            17.546621,
            6.379955
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -67620,
            380657,
            -577754,
            -574335,
            -75346,
            -577754
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "YFI_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11305,
    "evaluation_days": 1884.17,
    "actual_first_datapoint_time": 1597060800000,
    "first_datapoint_time": 1597060800000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759856828094,
    "expiration_time": 1764722160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.17767,
            "nc": 0.40469
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)